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Lecture 3

The lecture covers higher order partial derivatives, differentiability of functions of multiple variables, and the Taylor theorem and series. It explains the conditions for differentiability and continuity, as well as how to linearize functions and approximate their values. Additionally, it discusses the Taylor series as a method for analyzing the behavior of smooth functions near specific points.

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7 views17 pages

Lecture 3

The lecture covers higher order partial derivatives, differentiability of functions of multiple variables, and the Taylor theorem and series. It explains the conditions for differentiability and continuity, as well as how to linearize functions and approximate their values. Additionally, it discusses the Taylor series as a method for analyzing the behavior of smooth functions near specific points.

Uploaded by

aboumuya30
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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LECTURE 3

November 15, 2018


Overview

Higher Order Partial Derivatives

Differentials

Taylor theorem and series


Partial Derivatives cont. . .
Higher Order Partial Derivatives
Differentials

I Recall functions of single variable, if y = f (x) is differentiable


at x = x0 , then the change in the value of f that results from
changing x from x0 to x0 + ∆x is given by
0
∆y = f (x0 )∆x + ∆x

in which  → 0 as ∆x → 0
Higher Order Partial Derivatives
Differentials

I Definition: A function f (x, y ) is differentiable at x0 , y0 if


fx (x0 , y0 ) and fy (x0 , y0 ) exist and equation (2) holds for f at
(x0 , y0 ). We call f differentiable if it is differentiable at every
point in its domain.
Differentials cont. . .

I Corollary of Theorem; If the partial derivatives of fx and fy


of a function f (x, y ) are continuous through out the open
region R, then f is differentiable at every point of R
I Theorem; If a function f (x, y ) is differentiable at (x0 , y0 )
then f is continuous at (x0 , y0 )
Differentials cont. . .

Definition: The Linearization of a function f (x, y ) at a point


(x0 , y0 ) where f is differentiable is the function

L(x, y ) = f (x0 , y0 ) + fx (x0 , y0 )(x − x0 ) + fy (x0 , y0 )(y − y0 )

The approximation

f (x, y ) ≈ L(x, y )
Differentials cont. . .
Differentials cont. . .

I The first partial derivatives of f (x, y ) are defined throughout


an open region R containing the point (x0 , y0 ) and that fx and
fy are continuous at (x0 , y0 ), then the change

∆z = f (x0 + ∆x, y0 + ∆y ) − f (x0 , y0 )


Differentials cont. . .

in the value of f that results from moving from (x0 , y0 ) to another


point (x0 + ∆x, y0 + ∆y ) in R satisfies the equation

∆z = fx (x0 , y0 )∆x + fy (x0 , y0 )∆y + 1 ∆x + 2 ∆y (1)

in which 1 , 2 → 0 as ∆x, ∆y → 0
Taylor theorem and series

I Taylor series (partial sums) can provide an efficient method


for determining the behaviour of smooth function of several
variables near a point in its domain.
I Consider a Taylor formula for a function F (x) with continuous
derivatives of order up to n + 1 on the interval [a, a + h]
Taylor theorem and series

0 F ” (a) 2 F (n) (a) n


F (a + h) = F (a) + F (a)h + h + .... + h +
2! n!
F (n+1) X n+1
+ h
(n + 1)!

where X is some numbers between a and a + h. The last term is


the Lagrange form of the remainder
Taylor theorem and series cont. . .

I Suppose f (x, y ) has continuous partial derivatives up to order


n + 1 at all points in the open set containing the line segment
joining points (a, b) and (a + h, b + k)
I The Taylor formula for a function f (a + h, b + k) in the power
of h and k comparing with the formula for a single variable is
I

( f11 (a, b)h2


f (a + h, b + k) = f (a, b) + f1 (a, b)h + f2 a, b)k +
2!
f12 (a, b)hk f22 (a, b)k 2
+2 ++ + ....
2! 2!
Taylor theorem and series cont. . .

I
Taylor theorem and series cont. . .

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